+641.7%
BE vs PM
+249.6%
+392.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -4.9% | -4.6% |
| 7D | -13.4% | -6.6% | -6.7% | -10.9% |
| 30D | -33.9% | -3.4% | -30.4% | -33.1% |
| 3M | -12.0% | +5.3% | -17.3% | -14.5% |
| 6M | -29.0% | +15.5% | -44.5% | -35.7% |
| YTD | +113.4% | +24.3% | +89.1% | +83.9% |
| 1Y | +33.2% | +29.7% | +3.5% | +11.4% |
| 3Y | +1,659.2% | +144.9% | +1,514.3% | +812.2% |
| 5Y | +461.4% | +159.0% | +302.3% | +169.8% |
| All | +641.7% | +249.6% | +392.1% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling